+146.1%
AEP vs LBRT
+33.5%
+112.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | +1.8% | +8.3% | -6.5% | +1.5% |
| 30D | -0.8% | +6.1% | -6.9% | -1.0% |
| 3M | -1.8% | -34.8% | +32.9% | -0.7% |
| 6M | -5.4% | -24.8% | +19.5% | -4.8% |
| YTD | +10.4% | +12.2% | -1.8% | +9.5% |
| 1Y | +18.2% | +94.0% | -75.8% | +14.7% |
| 3Y | +79.0% | +31.3% | +47.7% | +74.3% |
| 5Y | +64.8% | +111.8% | -47.0% | +56.6% |
| All | +146.1% | +33.5% | +112.6% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling